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4. (20 points) If X has a Poisson distribution and the prior distribution of its parameter (capital
Greek lambda) is a gamma distribution with the parameters and , show that (a) (10 points) the
posterior distribution of given X=x is a gamma distribution with the parameters +x and /(+1). (b) (5
points) the mean of the posterior distribution of is E(x)=+1(+x)(c) (5 points) the posterior mean can
be rewritten as follows E(x)=w()+(1w)x where w=1/(1+). Hint: The density function of X is f(x;)=x!xe
xe,x>0, while the prior distribution is h(;,)=()11e/1e/,x>0.

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4 20 points If X has a Poisson distribution and the prior.pdf

  • 1. 4. (20 points) If X has a Poisson distribution and the prior distribution of its parameter (capital Greek lambda) is a gamma distribution with the parameters and , show that (a) (10 points) the posterior distribution of given X=x is a gamma distribution with the parameters +x and /(+1). (b) (5 points) the mean of the posterior distribution of is E(x)=+1(+x)(c) (5 points) the posterior mean can be rewritten as follows E(x)=w()+(1w)x where w=1/(1+). Hint: The density function of X is f(x;)=x!xe xe,x>0, while the prior distribution is h(;,)=()11e/1e/,x>0.